-43.2%
GRAB vs MLM
-17.7%
-25.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -12.0% | -1.3% | -10.7% | -11.6% |
| 30D | -19.5% | -9.1% | -10.4% | -17.4% |
| 3M | -8.0% | -9.0% | +1.0% | -6.5% |
| 6M | -22.2% | -17.0% | -5.2% | -19.5% |
| YTD | -39.7% | -19.0% | -20.7% | -38.0% |
| 1Y | -43.2% | -18.1% | -25.1% | -41.6% |
| All | -43.2% | -17.7% | -25.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling